Somewhere on this forum or XDA lies an email correspondence with Whatsapp support in 2012, when they confirmed it will stream at regular points and ping back only in small KBs as good as you receiving a text on Whatsapp every so often. This way it keeps connection to Whatsapp notifications regular. Apparently that was the only way back in WP7.5 days that Whatsapp figured they can deliver reliable notifications. The WiFi-on isn't just for keeping WiFi on to deliver messages for guys who don't use mobile data, but also to keep reliable delivery. All they really need is invest in their servers. I don't blame them much as these guys have gained overwhelming popularity in just 4 years since the inception of Whatsapp on iOS. They were/are under prepared.

You know I've noticed another interesting behaviour of this app; or maybe all data using apps? If you turn off the internet on your phone completely (you go out or something) and then when you come back within WiFi and connect, apps like Whatsapp or IM+ do not come back online. You have to actually open them for them to 'realise' that the phone now has internet connectivity.